+208.8%
C vs CRL
+353.6%
-144.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.4% | +1.0% |
| 7D | -0.4% | -1.7% | +1.4% | 0.0% |
| 30D | -5.2% | +14.6% | -19.7% | -10.1% |
| 3M | -9.1% | +24.8% | -33.9% | -16.7% |
| 6M | -1.6% | +94.7% | -96.3% | -23.9% |
| YTD | +6.9% | +73.4% | -66.4% | -14.7% |
| 1Y | +23.0% | +104.7% | -81.7% | -7.8% |
| 3Y | +216.1% | +101.1% | +115.1% | +120.3% |
| 5Y | +112.2% | -10.8% | +123.0% | +102.3% |
| 10Y | +208.8% | +358.8% | -150.0% | +29.5% |
| All | +208.8% | +353.6% | -144.8% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CRL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling